Zobrazeno 1 - 10
of 17
pro vyhledávání: '"Spyros Pagratis"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ff64aa52e75bea16e5fbb4ef2a53513
https://doi.org/10.2139/ssrn.4058298
https://doi.org/10.2139/ssrn.4058298
Autor:
Spyros Pagratis, George Chalamandaris
Publikováno v:
Journal of Empirical Finance. 54:213-235
An ostensibly broken cointegrating relationship between CDS and corporate bond spreads during the financial crisis is restored once Libor/OIS spread is included as a third component. The three-variable cointegrating relationship derives naturally fro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cf6e208393fc48b6abe3b21fc4ad0f5b
https://doi.org/10.1016/j.jempfin.2019.10.003
https://doi.org/10.1016/j.jempfin.2019.10.003
Publikováno v:
BASE-Bielefeld Academic Search Engine
We find evidence that banks actively use leverage to attain RoE targets and that leverage adjustments are primarily driven by capital distributions to shareholders. Using a large group of publicly-traded commercial banks from the US and the EU for th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a86f85080daed8088a60f190d66b4a3e
https://doi.org/10.1093/oep/gpz049
https://doi.org/10.1093/oep/gpz049
Using a stress test methodology for bank liquidity risk we estimate the aggregate liquidity shortfall in the U.S. commercial banking system at the height of 2007–09 crisis, identifying key sources of funding vulnerabilities and the dominant composi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::40ec9fa35fb576925dbed7fb5707ce05
https://doi.org/10.1016/j.jimonfin.2017.02.001
https://doi.org/10.1016/j.jimonfin.2017.02.001
Publikováno v:
Non-Performing Loans and Resolving Private Sector Insolvency ISBN: 9783319503127
The chapter analyzes the characteristics of the Greek insolvency framework, focusing on its weaknesses and the interaction with prudential requirements for banks. This interaction has possibly contributed to the perpetuation of the NPL problem in Gre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::12afb9985797472a1f8a8d32c0cd72e9
https://doi.org/10.1007/978-3-319-50313-4_14
https://doi.org/10.1007/978-3-319-50313-4_14
Autor:
Spyros Pagratis, Marco Stringa
Publikováno v:
BASE-Bielefeld Academic Search Engine
This paper studies the impact of bank-specific financial indicators and macroeconomic variables on bank senior unsecured ratings by Moody’s. Controlling for bank financial characteristics, we find significant evidence of procyclicality in bank rati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::01cead09e61109fb57a83500c3772007
http://www.ijcb.org/journal/ijcb09q2a1.pdf
http://www.ijcb.org/journal/ijcb09q2a1.pdf
Publikováno v:
SSRN Electronic Journal.
We estimate a dynamic structural banking model to examine the interaction between risk-weighted capital adequacy and unweighted leverage requirements, their differential impact on bank lending, and equity buffer accumulation in excess of regulatory m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9e3e373093e38f1c906cc7d212c25e9e
https://doi.org/10.2139/ssrn.2532875
https://doi.org/10.2139/ssrn.2532875
Autor:
Spyros Pagratis
Publikováno v:
BASE-Bielefeld Academic Search Engine
This paper discusses the asset pricing implications of ratings hardwiring. The latter is defined as the mechanical response of trading decisions to changes in ratings. This issue is studied within a noisy rational expectations framework of asset pric
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9eeae6adfd6d776c93ec22ad56df8ea7
https://doi.org/10.1111/ecca.12029
https://doi.org/10.1111/ecca.12029
Autor:
Spyros Pagratis, Nikolas Topaloglou
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2f8913a609f449122327e382b84daeda
https://doi.org/10.2139/ssrn.2308239
https://doi.org/10.2139/ssrn.2308239
Autor:
Nikolas Topaloglou, Spyros Pagratis
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3e78ff9be9ad190fb515e222edad712f
https://doi.org/10.2139/ssrn.1989493
https://doi.org/10.2139/ssrn.1989493